English

Generalized self-intersection local time for a superprocess over a stochastic flow

Probability 2012-07-30 v2

Abstract

This paper examines the existence of the self-intersection local time for a superprocess over a stochastic flow in dimensions d3d\leq3, which through constructive methods, results in a Tanaka-like representation. The superprocess over a stochastic flow is a superprocess with dependent spatial motion, and thus Dynkin's proof of existence, which requires multiplicity of the log-Laplace functional, no longer applies. Skoulakis and Adler's method of calculating moments is extended to higher moments, from which existence follows.

Cite

@article{arxiv.1102.2849,
  title  = {Generalized self-intersection local time for a superprocess over a stochastic flow},
  author = {Aaron Heuser},
  journal= {arXiv preprint arXiv:1102.2849},
  year   = {2012}
}

Comments

Published in at http://dx.doi.org/10.1214/11-AOP653 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T17:26:03.038Z